I agree with where you are going, DBCH. Michael comes back to see that the family he "tried to protect" is falling apart anyway. He is literally reaping what he has sown in this scene -- a nice tie in to the next scene with Mama, "by being strong for the family, can you lose your family?"
I always assume that Kay knows Michael has arrived, but does not take the time to stop sewing to greet him. Certainly she was advised by Michael's men that he would be arriving. She is furious that Michael left immediately following the assasination attempt and manages to miss Christmas in the process. The odd part about his time away is that he apparently never even called home to see how everyone was. Not until he returned to Nevada did he learn of the "miscarriage" or discuss with Tom the Christmas gift given to Anthony. After all of this Kay certainly felt estranged and probably felt no obligation to initiate conversation with Michael.